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Vanguard Intermediate-Term Treasury ETF VGIT 57.2 0.02 0.03%

VGIT Historical Options Analysis

Explore VGIT (Vanguard Intermediate-Term Treasury ETF) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

VGIT / Comparative study

3 signals / 502 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 3.89
81.16
Mean
14.09
Window
+2142.0%
ATM IV z 3.34
0.14
Mean
0.06
Window
+134.6%
IV Percentile z 1.75
96.43
Mean
39.43
Window
+159.2%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.72 0.67
ATM IV 0.72 1.00 0.69
IV Percent... 0.67 0.69 1.00
Source observations

Data inspector

1-50 of 502
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 57.2 81.16 0.14 96.43
2026-09-18 57.18 23.39 0.05 56.92
2026-09-17 57.4 21.87 0.05 49.8
2026-09-16 57.17 99.06 0.17 99.6
2026-09-15 57.24 23.88 0.05 59.68
2026-09-14 57.28 23.32 0.05 55.95
2026-09-11 57.34 84.12 0.15 97.63
2026-09-10 57.44 100 0.17 100
2026-09-09 57.76 21 0.04 35.57
2026-09-08 57.88 36.78 0.07 85.38
2026-09-07 57.89 22.73 0.05 50.4
2026-09-04 57.93 17.9 0.04 11.46
2026-09-03 57.97 16.42 0.04 5.53
2026-09-02 57.92 16.58 0.04 5.93
2026-09-01 57.87 21.61 0.04 40.48
2026-08-31 58.21 36.53 0.07 84.86
2026-08-28 58.24 27.4 0.05 65.87
2026-08-27 58.46 35.41 0.07 83.33
2026-08-26 58.5 34.51 0.06 82.54
2026-08-25 58.59 27.39 0.05 66.67
2026-08-24 58.37 90.08 0.15 98.8
2026-08-21 58.31 33.01 0.06 80.56
2026-08-20 58.39 28.99 0.06 72.22
2026-08-19 58.54 23.71 0.05 57.54
2026-08-18 58.4 25.62 0.05 65.48
2026-08-17 58.38 24.93 0.05 63.35
2026-08-14 58.43 20.79 0.04 34.92
2026-08-13 58.53 18.22 0.04 24.6
2026-08-12 58.36 19.67 0.04 41.27
2026-08-11 58.31 20.47 0.05 49.21
2026-08-10 58.26 21.25 0.05 54.58
2026-08-07 58.42 19.34 0.04 37.7
2026-08-06 58.31 32.33 0.07 82.94
2026-08-05 58.46 22.51 0.05 61.51
2026-08-04 58.43 22.81 0.05 63.1
2026-08-03 58.25 45.44 0.09 92.43
2026-07-31 58.35 39.26 0.08 88.89
2026-07-30 58.45 31.42 0.06 83.73
2026-07-29 58.43 32.46 0.07 84.13
2026-07-28 58.54 20.93 0.05 53.97
2026-07-27 58.4 20.15 0.04 47.41
2026-07-24 58.32 20.96 0.05 53.97
2026-07-23 58.23 22.7 0.05 63.49
2026-07-22 58.34 19.62 0.04 40.48
2026-07-21 58.44 19.99 0.04 44.84
2026-07-20 58.56 19.05 0.04 34.66
2026-07-17 58.68 19.26 0.04 36.9
2026-07-16 58.65 17.73 0.04 20.24
2026-07-15 58.66 18.58 0.04 30.16
2026-07-14 58.55 19.95 0.04 42.86